+21.1%
NSC vs SMTC
+166.5%
-145.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -0.6% |
| 7D | -1.5% | +22.9% | -24.5% | -1.8% |
| 30D | -1.9% | +16.6% | -18.6% | -2.1% |
| 3M | +6.2% | +2.4% | +3.8% | +6.1% |
| 6M | +9.2% | +98.3% | -89.1% | +6.4% |
| YTD | +15.0% | +120.7% | -105.7% | +12.0% |
| 1Y | +21.1% | +168.3% | -147.2% | +18.0% |
| All | +21.1% | +166.5% | -145.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling